India, March 3 -- The mother of Today host Savannah Guthrie, Nancy Guthrie, is missing for a month and the search continues. One of the men briefly detained in connection with her disappearance is speaking out. Luke Daley who is 37 and an ex-con from Arizona, was held after a SWAT raid on his home but released shortly afterward.

In his first interview with True Crime Arizona, he told the host Briana Whitney that, "It's not me. I have nothing to do with this case."

Daley's 77-year-old mother was also questioned by police during the investigation. Many people online speculated that Daley, who has a criminal record for drug and weapons offenses and was arrested as recently as last year, was the masked man seen breaking into Nancy's home on...